IBM vs. IWF
IBM (International Business Machines Corporation) is a stock, while IWF (iShares Russell 1000 Growth ETF) is Large Cap Growth Equities fund tracking the Russell 1000 Growth Index. Over the past 10 years, IBM returned 10.88%/yr vs 18.50%/yr for IWF. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
IBM vs. IWF - Performance Comparison
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Returns By Period
In the year-to-date period, IBM achieves a -8.10% return, which is significantly lower than IWF's 5.29% return. Over the past 10 years, IBM has underperformed IWF with an annualized return of 10.88%, while IWF has yielded a comparatively higher 18.50% annualized return.
IBM
- 1D
- -1.30%
- 1M
- 22.53%
- YTD
- -8.10%
- 6M
- -11.80%
- 1Y
- -0.59%
- 3Y*
- 29.13%
- 5Y*
- 18.25%
- 10Y*
- 10.88%
IWF
- 1D
- 2.35%
- 1M
- 0.08%
- YTD
- 5.29%
- 6M
- 6.31%
- 1Y
- 23.23%
- 3Y*
- 22.85%
- 5Y*
- 14.45%
- 10Y*
- 18.50%
IBM vs. IWF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -8.10% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
IWF iShares Russell 1000 Growth ETF | 5.29% | 18.33% | 33.12% | 42.59% | -29.31% | 27.43% | 38.25% | 35.86% | -1.67% | 29.95% |
Correlation
The correlation between IBM and IWF is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.58 |
Over the past year, the correlation between IBM and IWF has dropped to 0.32 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
IBM vs. IWF — Risk / Return Rank
IBM
IWF
IBM vs. IWF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and iShares Russell 1000 Growth ETF (IWF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IBM | IWF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.43 | -1.45 |
| Martin ratioReturn relative to average drawdown | -0.04 | 4.72 | -4.76 |
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Drawdowns
IBM vs. IWF - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, which is greater than IWF's maximum drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for IBM and IWF.
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Drawdown Indicators
| IBM | IWF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -64.25% | -5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -30.96% | -16.27% | -14.69% |
Max Drawdown (3Y)Largest decline over 3 years | -30.96% | -23.36% | -7.60% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -32.72% | +1.76% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -32.72% | -7.87% |
Current DrawdownCurrent decline from peak | -18.38% | -3.34% | -15.04% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -22.06% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 4.94% | +9.49% |
Volatility
IBM vs. IWF - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 21.56% compared to iShares Russell 1000 Growth ETF (IWF) at 5.74%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBM | IWF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.56% | 5.74% | +15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 34.63% | 12.62% | +22.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.52% | 16.09% | +23.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.18% | 21.49% | +5.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 21.02% | +5.58% |
Dividends
IBM vs. IWF - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 2.50%, more than IWF's 0.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 2.50% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
IWF iShares Russell 1000 Growth ETF | 0.43% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
Frequently Asked Questions
IBM and IWF have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.56%) compared to IWF (5.74%). In terms of maximum drawdown, IBM dropped -69.40% vs IWF's -64.25%.
IWF currently has the higher Sharpe Ratio (1.45 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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